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010   $a1-118-09365-8
010   $a1-283-17662-9
010   $a9786613176622
010   $a1-118-26809-1
010   $a1-118-09363-1
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035   $a(EBL)697662
035   $a(SSID)ssj0000536676
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035   $a(PQKBTitleCode)TC0000536676
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100   $a20110311d2011      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aFinancial markets and trading$b[electronic resource] $ean introduction to market microstructure and trading strategies /$fAnatoly B. Schmidt
205   $a1st edition
210   $aHoboken, N.J. $cWiley$d2011
215   $a1 online resource (210 p.)
225 1 $aWiley finance ;$v637
300   $aDescription based upon print version of record.
311   $a0-470-92412-8 
320   $aIncludes bibliographical references and index.
327   $apt. 1. Market microstructure -- pt. 2. Market dynamics -- pt. 3. Trading strategies.
330   $a"Financial Markets and Trading Strategies covers three main parts: Market organization and microstructure theory, which will contain an overview of modern financial markets for equities, FX, and fixed income. There will be a description on various market types and market price formation with different types of traders and orders. Major theoretical microstructure models will be presented, as also concepts of the agent-based modeling of financial markets and important empirical properties of equity and FX markets. Common trading strategies and back-testing will summarize the concepts used in technical analysis and arbitrage trading (such as pairs trading and mean-reversion strategies). There will be a description of performance criteria and back-testing of trading strategies with re-sampling techniques and an outline of other ideas used in optimal order execution, such as optimal order slicing and maker-versus-taker strategies. The appendix will include Probability distributions and time series analysis. For self-contained presentation, there will be a description of the mathematical methods used in formulating trading strategies and their back-testing. There will be a focus on the linear regression, autoregressive and moving average models, trends, co-integration, and conditional heteroskedasticity. There will also be an introduction to resampling techniques, such as bootstrap and MCMC"--$cProvided by publisher.
410  0$aWiley finance series ;$v637.
606   $aFixed-income securities
606   $aStock exchanges
606   $aMicrofinance
615  0$aFixed-income securities.
615  0$aStock exchanges.
615  0$aMicrofinance.
676   $a332.6
676   $a332.64
686   $aBUS027000$2bisacsh
700   $aSchmidt$b Anatoly B$0924329
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910139631103321
996   $aFinancial markets and trading$92113728
997   $aUNINA